Multi-objective optimization has been applied in many fields of science, including engineering, economics and logistics where optimal decisions need to be taken in the presence of trade-offs between two or more conflicting objectives. One approach to optimize a multi-objective mathematical model is to employ utility functions for the objectives. Recent studies on utility based multi-objective optimization concentrate on considering just one utility function for each objective. But, in reality it is not reasonable to have a unique utility function corresponding to each objective function. Here, a constrained multi-objective mathematical model is considered in which several utility functions are associated for each objective. All of these utility functions are uncertain and in fuzzy form, so a fuzzy probabilistic approach is incorporated to investigate the uncertainty of the utility functions for each objective. Meanwhile, the total utility function of the problem will be a fuzzy nonlinear mathematical model. Since there are not any conventional approaches to solve such a model, a defuzzification method to change the total utility function to a crisp nonlinear model is employed. Also, Maximum technique is applied to defuzzify the conditional utility functions. This action results in changing the total utility function to a crisp single objective nonlinear model and will simplify the optimization process of the total utility function. The effectiveness of the proposed approach is shown by solving a test problem.